Wireframe of top and bottom caps on cylinder
Note: I already posted this answer as a comment; posting it as answer now so the question can be completed. Also added some extra information + images for clarity.

Have you tried using Mesh wireframe? In Edit mode, select the edge loops on both ends of the cylinder and find 'Wire Frame' in the search menu(spacebar). Uncheck 'Replace' if you also want to keep the cylinder shape.

Note that this is destructive modification; using the Wireframe modifier would likely be more convenient, but I think that's not applicable since if you use the modifier, the edge vertices are shared with the top/bottom face vertices, so they will likely always be modified together. The modifier also doesn't seem to work on only selected vertices / vertex group.